The DiffStk-LSTM is similar to the DiffStk-RNN but with the exception that it contains additional gating components that help it to better preserve memory over long time spans. There are several variants of LSTM [1]} and we will present the variant we used in our experiments for this study.
The hidden state for our LSTM is computed as follows:
\(\mathbf {\hat{z}}_t = U \mathbf {x}_t + R \mathbf {z}_{t-1}\) 
